-37.7%
CAG vs IDXX
+360.5%
-398.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.7% | -5.7% | 0.0% | -5.1% |
| 30D | -2.4% | -11.5% | +9.1% | -1.2% |
| 3M | +9.8% | -9.5% | +19.3% | +10.9% |
| 6M | -10.8% | -16.0% | +5.1% | -9.4% |
| YTD | -10.8% | -25.4% | +14.6% | -8.4% |
| 1Y | -19.0% | -21.8% | +2.8% | -17.3% |
| 3Y | -39.7% | +7.0% | -46.7% | -41.2% |
| 5Y | -43.0% | -26.0% | -17.0% | -42.6% |
| All | -37.7% | +360.5% | -398.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling